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Hi,

I'm looking for an exemple of a simple analysis of the first 5 minutes candlesick of the trading day.
Is there any exemple showing how to treat the data provided by quantopian ; High, low, open and close of a selected minute in the beginning of the trading day...

Sorry if i'm not being clear ! Hope I could get a first hint !

1 response

Here is an example of getting the first 5 minutes of the day for the open, high, low, close bars.
Hope this helps, there are probably several ways to go about it, but the history function is the best way to get historical data, it returns a pandas DataFrame if you're curious about the data structure.

David